Package: EBMAforecast 1.0.32

EBMAforecast: Estimate Ensemble Bayesian Model Averaging Forecasts using Gibbs Sampling or EM-Algorithms

Create forecasts from multiple predictions using ensemble Bayesian model averaging (EBMA). EBMA models can be estimated using an expectation maximization (EM) algorithm or as fully Bayesian models via Gibbs sampling. The methods in this package are Montgomery, Hollenbach, and Ward (2015) <doi:10.1016/j.ijforecast.2014.08.001> and Montgomery, Hollenbach, and Ward (2012) <doi:10.1093/pan/mps002>.

Authors:Florian M. Hollenbach [aut, cre], Jacob M. Montgomery [aut], Michael D. Ward [aut]

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EBMAforecast.pdf |EBMAforecast.html
EBMAforecast/json (API)

# Install 'EBMAforecast' in R:
install.packages('EBMAforecast', repos = c('https://fhollenbach.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/fhollenbach/ebma/issues

Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:

On CRAN:

3.56 score 2 stars 1 packages 12 scripts 809 downloads 13 exports 70 dependencies

Last updated 8 months agofrom:04118be6f8. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 15 2024
R-4.5-win-x86_64OKNov 15 2024
R-4.5-linux-x86_64OKNov 15 2024
R-4.4-win-x86_64OKNov 15 2024
R-4.4-mac-x86_64OKNov 15 2024
R-4.4-mac-aarch64OKNov 15 2024
R-4.3-win-x86_64OKNov 15 2024
R-4.3-mac-x86_64OKNov 15 2024
R-4.3-mac-aarch64OKNov 15 2024

Exports:calibrateEnsemblecompareModelsEBMApredictmakeForecastDataplotprintsetModelNames<-setOutcomeCalibration<-setOutcomeTest<-setPredCalibration<-setPredTest<-showsummary

Dependencies:abindbackportsbase64encbslibcachemcheckmatecliclustercolorspacedata.tabledigestevaluatefansifarverfastmapfontawesomeforeignFormulafsggplot2gluegridExtragtablegtoolshighrHmischtmlTablehtmltoolshtmlwidgetsisobandjquerylibjsonliteknitrlabelinglatticelifecyclemagrittrMASSMatrixmemoisemgcvmimemunsellnlmennetpillarpkgconfigplyrR6rappdirsRColorBrewerRcpprlangrmarkdownrpartrstudioapisassscalesseparationplotstringistringrtibbletinytexutf8vctrsviridisviridisLitewithrxfunyaml

Readme and manuals

Help Manual

Help pageTopics
Calibrate an ensemble Bayesian Model Averaging modelcalibrateEnsemble calibrateEnsemble,ForecastData-method
Sample data Insurgency PredictionscalibrationSample testSample
Function for comparing multiple models based on predictive performancecompareModels compareModels,ForecastData-method CompareModels-class
EBMApredictEBMApredict EBMApredict,ForecastData-method
An ensemble forecasting data objectForecastData-class
Build a ensemble forecasting data objectmakeForecastData makeForecastData,ANY-method
Sample data Presidential ElectionpresidentialForecast
Print and Show methods for forecast dataprint,ForecastData-method print,SummaryForecastData-method show,ForecastData-method show,SummaryForecastData-method
"Set" functionssetModelNames<- setModelNames<-,ForecastData-method setOutcomeCalibration<- setOutcomeCalibration<-,ForecastData-method setOutcomeTest<- setOutcomeTest<-,ForecastData-method setPredCalibration<- setPredCalibration<-,ForecastData-method setPredTest<- setPredTest<-,ForecastData-method
Summarize and Plot Ensemble modelsplot,FDatFitLogit-method plot,FDatFitNormal-method summary,FDatFitLogit-method summary,FDatFitNormal-method SummaryForecastData-class